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BAŠTINEC, J. KLIMEŠOVÁ, M.
Original Title
Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion
Type
conference paper
Language
English
Original Abstract
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent research in mathematics and its applications. The method of Lyapunov functions for the analysis of qualitative behavior of SDEs provide some very powerful instruments in the study of stability properties for concrete stochastic dynamical systems, conditions of existence the stationary solutions of SDEs and related problems.
Keywords
Brownian motion, stochastic differential equation, Lyapunov function, stochastic stability.
Authors
BAŠTINEC, J.; KLIMEŠOVÁ, M.
Released
16. 6. 2016
Publisher
UNOB
Location
Brno
ISBN
978-80-7231-464-5
Book
Matematika, Informační technologie a aplikované vědy
Pages from
1
Pages to
8
Pages count
BibTex
@inproceedings{BUT126324, author="Jaromír {Baštinec} and Marie {Klimešová}", title="Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion", booktitle="Matematika, Informační technologie a aplikované vědy", year="2016", pages="1--8", publisher="UNOB", address="Brno", isbn="978-80-7231-464-5" }